def __init__(self):
self.log = Logger()
origin_cfg_file = os.path.join(
os.path.dirname(os.path.abspath(__file__)), 'config.yml')
cfg_file = os.path.join(os.getcwd(), 'config.yml')
if not os.path.exists(cfg_file):
shutil.copy(origin_cfg_file, cfg_file)
cfg = yaml.load(open(cfg_file, 'r', encoding='utf-8'))
# 追单设置
self.chasing = cfg['ctp_config']['chasing']
self.stra_path = cfg['stra_path']
self.cfg_zmq = ''
if 'zmq_config' in cfg:
self.cfg_zmq = cfg['zmq_config']
self.engine_postgres = None
# if 'postgres_config' in cfg:
# self.engine_postgres = create_engine(cfg['postgres_config'])
self.front_trade = ''
self.front_quote = ''
self.broker = ''
self.investor = ''
self.pwd = ''
cfg_ctp = cfg['ctp_config']
if cfg_ctp['ctp_front'] != '':
self.front_name = cfg_ctp['ctp_front']
cfg_ctp_front = cfg_ctp['fronts'][self.front_name]
self.front_trade = cfg_ctp_front['trade']
self.front_quote = cfg_ctp_front['quote']
self.broker = cfg_ctp_front['broker']
if 'investor' in cfg_ctp and cfg_ctp['investor'] != '':
self.investor = cfg_ctp['investor']
if 'password' in cfg_ctp and cfg_ctp['password'] != '':
self.pwd = cfg_ctp['password']
self.single_order_one_bar = False
'''是否每根K线只发一次指令'''
self.real_order_enable = False
'''是否实际对接口发单'''
self.running_as_server = False
'''是否作为服务7*24运行'''
self.show_tick_time = False
'''是否打印行情时间'''
if 'onoff' in cfg:
cfg_of = cfg['onoff']
if 'running_as_server' in cfg_of:
self.running_as_server = cfg_of['running_as_server']
if 'single_order_one_bar' in cfg_of:
self.single_order_one_bar = cfg_of['single_order_one_bar']
if 'real_order_enable' in cfg_of:
self.real_order_enable = cfg_of['real_order_enable']
if 'show_tick_time' in cfg_of:
self.show_tick_time = cfg_of['show_tick_time']
class Config(object):
""""""
def __init__(self):
self.log = Logger()
self.strategy_name = []
'''策略配置json格式:stra_name:[stra_id]'''
if 'strategy_names' in os.environ:
self.strategy_name = [
n.strip().strip('"')
for n in os.environ['strategy_names'].split(',')
]
self.single_order_one_bar = True
'''是否每根K线只发一次指令'''
if 'single_order_one_bar' in os.environ:
self.single_order_one_bar = os.environ['single_order_one_bar']
self.pg_min: Engine = None
if 'pg_min' in os.environ:
self.pg_min = create_engine(os.environ['pg_min'])
print(f"connecting pg min: {os.environ['pg_min']}")
self.pg_order: Engine = None
if 'pg_order' in os.environ:
self.pg_order = create_engine(os.environ['pg_order'])
print(f"connecting pg min: {os.environ['pg_order']}")
self.rds: redis.Redis = None
'''实时行情库&实时order'''
if 'redis_addr' in os.environ:
host, port = os.environ['redis_addr'].split(':')
self.log.info(f'connecting redis: {host}:{port}')
pool = redis.ConnectionPool(host=host,
port=port,
db=0,
decode_responses=True)
self.rds = redis.StrictRedis(connection_pool=pool)
def __init__(self):
self.log = Logger()
# 配置文件顺序：环境变量，工作目录
config_path = os.getcwd()
if 'config_path' in os.environ:
config_path = os.environ['config_path']
cfg_file = os.path.join(config_path, 'config.yml')
if not os.path.exists(cfg_file):
with open(cfg_file, 'w') as f:
f.write("""---
ctp_config:
# 为空时不登录
ctp_front: 'sim_now'
investor: '008107'
password: '******'
product_info: ''
app_id: 'simnow_client_test'
auth_code: '0000000000000000'
# 追单设置
chasing:
wait_seconds: 3
offset_ticks: -2
resend_times: 3
# ctp前置配置: 请改用期货公司对应6.3.15(SE)的前置
fronts:
sim_now:
trade: tcp://180.168.146.187:10101
quote: tcp://180.168.146.187:10111
broker: '9999'
# 数据源 - zmq配置 替换为宿主ip
zmq_config: tcp://数据服务IP:15555
# 开关
onoff:
# 是否7*24
running_as_server: true
# 是否发送委托
real_order_enable: true
# 一根K线只发送一次指令
single_order_one_bar: true
# 是否打印行情时间
show_tick_time: false
# 策略路径配置
stra_path:
# 路径
strategies:
# 策略文件名
SMACross:
# 策略配置参数ID
- 119
""")
cfg = yaml.load(
open(cfg_file, 'r', encoding='utf-8').read(), yaml.FullLoader)
# 追单设置
self.chasing = cfg['ctp_config']['chasing']
self.stra_path = cfg['stra_path']
self.cfg_zmq = ''
if 'zmq_config' in cfg:
self.cfg_zmq = cfg['zmq_config']
self.log.info(f'zmq server: {self.cfg_zmq}')
self.front_trade = ''
self.front_quote = ''
self.broker = ''
self.investor = ''
self.password = ''
self.product_info = ''
self.app_id = ''
self.auth_code = ''
cfg_ctp = cfg['ctp_config']
if cfg_ctp['ctp_front'] != '':
self.front_name = cfg_ctp['ctp_front']
cfg_ctp_front = cfg_ctp['fronts'][self.front_name]
self.front_trade = cfg_ctp_front['trade']
self.front_quote = cfg_ctp_front['quote']
self.broker = cfg_ctp_front['broker']
for v in [
'investor', 'password', 'product_info', 'app_id',
'auth_code'
]:
if v in cfg_ctp and cfg_ctp[v] != '':
vars(self)[v] = cfg_ctp[v]
# if 'password' in cfg_ctp and cfg_ctp['password'] != '':
# self.pwd = cfg_ctp['password']
self.single_order_one_bar = False
'''是否每根K线只发一次指令'''
self.real_order_enable = False
'''是否实际对接口发单'''
self.running_as_server = False
'''是否作为服务7*24运行'''
self.show_tick_time = False
'''是否打印行情时间'''
if 'onoff' in cfg:
cfg_of = cfg['onoff']
if 'running_as_server' in cfg_of:
self.running_as_server = cfg_of['running_as_server']
if 'single_order_one_bar' in cfg_of:
self.single_order_one_bar = cfg_of['single_order_one_bar']
if 'real_order_enable' in cfg_of:
self.real_order_enable = cfg_of['real_order_enable']
if 'show_tick_time' in cfg_of:
self.show_tick_time = cfg_of['show_tick_time']